摘要
系统地分析了Lemple-Ziv复杂性度量方法的应用过程中,将实际信号(时间序列)转变成符号序列的诸多方法中存在的一些问题,提出了更合理兼容法.该方法可以有效地刻划各种时间序列的复杂度.文章最后动态地分析了中国证券市场的复杂性.
The paper systematically analyzes the methods to transform signals(i.e.time series) to the symbol series in the application of the Lemple-Ziv′s Theory of Complexity and thus propose a more suitable method,namely the Compatible Method.The method can not only describe the complexity of different time series,but also avoid the weakness of the Mean Method for its oversimplified coarse grain of state space and hence chaos and totally random series can′t be differentiated,and the weaknesses of the Extremal Method and the Genetic Code Method for their attention only on local information and the consequent ineffectiveness to distinguish time series.Finally the dynamic complexity of the Shanghai Stock Exchange Market is analyzed.
出处
《数学的实践与认识》
CSCD
北大核心
2007年第8期20-26,共7页
Mathematics in Practice and Theory
关键词
复杂性理论
上海证券市场
白噪声
混沌
complexity theory
the Shanghai Stock Exchange Market
the white noise
chaos
